-39.7%
BABA vs ESTC
-6.1%
-33.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.0% | -9.1% | -7.2% |
| 7D | -12.7% | +5.8% | -18.5% | -13.1% |
| 30D | -14.9% | -5.6% | -9.3% | -14.6% |
| 3M | -24.6% | +15.4% | -40.1% | -26.0% |
| 6M | -29.3% | +77.8% | -107.1% | -32.8% |
| YTD | -35.0% | +18.1% | -53.1% | -37.2% |
| 1Y | -39.7% | -3.7% | -36.0% | -41.0% |
| All | -39.7% | -6.1% | -33.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling